Thirty percent of female smokers are postmenopausal, and this proportion is expected to grow as the population ages. Based on the additional health risks in postmenopausal smokers, together with the high prevalence of a lifetime depression diagnosis and considerable weight gain we observed among women who have participated in our previous studies, we have chosen to examine the potential utility of exercise as an adjunct to smoking treatment in postmenopausal women. The specific research aims of this study are: 1. To evaluate whether adding an established moderate resistance/aerobic exercise program for postmenopausal women to a standard smoking treatment program improves short and long term smoking outcomes; 2. To examine the main and interactive effects of history of depression and exercise on smoking cessation outcomes; 3.To use interactive voice recording (IVR) technology to examine the mechanisms by which exercise may improve smoking cessation rates; 4. To examine whether adding a moderate exercise program to a standard smoking cessation treatment program improves health outcomes such as, weight gain, bone mineral density, and quality of life measurements. Study sites will include The University of Connecticut Health Center and the University of Minnesota. Subjects (N=364) will include postmenopausal women who smoke at least 10 cigarettes per day. Subjects will receive smoking treatment (behavioral counseling and varenicline) and will be randomly assigned to either 1) a supervised exercise program or 2) a supervised relaxation control condition. Interactive voice response system (IVR) will be utilized to increase adherence to both treatment conditions. We hypothesize that 1. Postmenopausal women randomized to the exercise condition will have greater end of treatment abstinence rates and end of year abstinence rates than will those women assigned to an attention control condition; 2. A. Women with a history of depression will have reduced short and long-term smoking abstinence rates. B. Ameliorative effects of exercise on smoking cessation and depression will exist such that women with a history of depression will abstain from smoking at a rate equivalent to those with no such history; 3) Exercise will improve smoking cessation by reducing nicotine craving, negative affect, and by increasing self- efficacy for smoking cessation; 4) Women randomized to the exercise condition will have increased bone mineral density, and improved quality of life compared to women in the control condition. An effective exercise program added to smoking cessation for postmenopausal women has the potential to address many health problems in this at-risk population, and markedly improve quality of life.